The time to ruin for a class of Markov additive risk process with two-sided jumps (Q5475377): Difference between revisions

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+On the Joint Distribution of the First Exit Time and Exit Value for Homogeneous Processes With Independent Increments
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+Martingales and the distribution of the time to ruin.
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+First passage times of a jump diffusion process
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+Ruin theory with stochastic return on investments
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+Electronic Foreign-Exchange Markets and Passage Events of Independent Subordinators
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+Publication:5475377